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Trade: CAKE/USDT/30/PWMA/LINREG/3428

Strategy
CAKE/USDT/30/PWMA/LINREG/3428
Pair
CAKE_USDT
Interval
30m
Score
418386
Daily Profit
0.514135
Profit Factor
1.694443
Profitability
44.086022
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 07:18
Expiration Time
2025-12-13 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267777.0948 175311.0559 92466.0389 595164.5682 569561.9171 25602.651
Total P&L (%) 267.7771 175.3111 92.466 595.1646 569.5619 25.6027
Avg Daily Profit (%) 0.5141 0.3366 0.1775 0.373 0.3657 0.0438
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48549 -27126 -41063 -442791 -153029 -380989
Profit Factor 1.6944 2.0511 1.4226 1.2786 1.652 1.0203
Total Trades 186 93 93 186 93 93
Winning Trades 82 41 41 82 41 41
Losing Trades 104 52 52 104 52 52
Profitability (%) 44.086 44.086 44.086 44.086 44.086 44.086
Ratio Avg Win / Avg Loss 2.1491 2.6014 1.8043 1.6216 2.0952 1.294
Largest Winning Trade 54405 54405 27547 314068 314068 194897
Largest Losing Trade -21021 -10070 -21021 -116902 -73754 -116902
Avg Bars in Trades 132 128 136 132 128 136
Avg Bars in Winners 205 201 209 205 201 209
Avg Bars in Losers 75 71 78 75 71 78
Bars Traded 24658 11990 12669 24658 11990 12669
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418386 342461 223152 312676 338703 -339341
Evaluation Data
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714120200000,
    "first_datapoint_time": 1714514400000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759119513062,
    "expiration_time": 1765598400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 142,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            267777.0947864576,
            175311.0559205651,
            92466.0388658924,
            595164.5681681978,
            569561.9171296299,
            25602.6510385681
        ],
        [
            267.777095,
            175.311056,
            92.466039,
            595.164568,
            569.561917,
            25.602651
        ],
        [
            0.514135,
            0.336599,
            0.177536,
            0.37298,
            0.365749,
            0.043777
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48549,
            -27126,
            -41063,
            -442791,
            -153029,
            -380989
        ],
        [
            1.694443,
            2.05107,
            1.422592,
            1.278563,
            1.651959,
            1.020272
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            44.086022,
            44.086022,
            44.086022,
            44.086022,
            44.086022,
            44.086022
        ],
        [
            2.14905,
            2.601357,
            1.804263,
            1.621592,
            2.095167,
            1.294004
        ],
        [
            54405,
            54405,
            27547,
            314068,
            314068,
            194897
        ],
        [
            -21021,
            -10070,
            -21021,
            -116902,
            -73754,
            -116902
        ],
        [
            132,
            128,
            136,
            132,
            128,
            136
        ],
        [
            205,
            201,
            209,
            205,
            201,
            209
        ],
        [
            75,
            71,
            78,
            75,
            71,
            78
        ],
        [
            24658,
            11990,
            12669,
            24658,
            11990,
            12669
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418386,
            342461,
            223152,
            312676,
            338703,
            -339341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CAKE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714120200000,
    "first_datapoint_time": 1714514400000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759119513062,
    "expiration_time": 1765598400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 142,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)